+34.3%
MOD vs NVMI
+38.3%
-4.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -2.7% |
| 7D | +3.6% | +6.9% | -3.3% | -1.4% |
| 30D | -2.6% | -2.8% | +0.2% | -0.6% |
| 3M | -33.1% | -27.3% | -5.8% | -16.7% |
| 6M | -7.5% | -13.7% | +6.2% | +2.0% |
| YTD | +39.3% | +13.8% | +25.4% | +24.2% |
| 1Y | +34.3% | +34.9% | -0.6% | +6.9% |
| All | +34.3% | +38.3% | -4.0% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling